Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| BRP (Brp Group Inc) | NA | 48.83% | 44.35% | 25.34% | 2.09% | -4.17% | NA | … | … |
Data as of 03/24/2015, Common starting date is 11/17/1998
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| BRP (Brp Group Inc) | 11/17/1998 | 03/24/2015 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 4.18 | 48.83 | 44.35 | 25.34 | 2.09 | -4.17 | NA | … | … | 13.62 | 32.04 | 13.25 | 134.71 | -25.29 | -80.48 | 57.18 | -45.67 | 75.53 | 14.30 | 3.73 | 1.89 | 55.89 | -37.75 | -28.18 | -34.97 | 133.31 | -8.49 |
| Sharpe Ratio | NA | 1.41 | 1.21 | -0.10 | 0.01 | NA | NA | … | … | 2.29 | 0.95 | 0.34 | 4.02 | -0.24 | -0.09 | 1.33 | -0.56 | 1.59 | 0.28 | 0.04 | 0.02 | 1.37 | -0.63 | -0.51 | -0.63 | 2.03 | -0.61 |
| Standard Deviation(%) | NA | 34.71 | 35.53 | 99.03 | 79.44 | NA | NA | … | … | 33.89 | 33.73 | 39.20 | 33.87 | 103.45 | 842.23 | 50.78 | 83.13 | 45.84 | 39.63 | 39.00 | 38.21 | 40.35 | 61.96 | 61.10 | 61.64 | 64.08 | 91.66 |
| Draw Down(%) | NA | 16.63 | 34.44 | 90.55 | 93.26 | NA | NA | … | … | 9.16 | 17.69 | 29.59 | 23.44 | 63.72 | 81.20 | 32.20 | 65.85 | 29.67 | 34.22 | 19.55 | 43.01 | 25.35 | 51.23 | 65.95 | 56.12 | 35.91 | 32.12 |
| Yield(%) | 0.25 | 1.39 | 2.72 | 2.42 | 2.20 | 0.83 | 1.42 | … | … | 0.27 | 1.40 | 1.56 | 3.59 | 2.70 | 0.67 | 0.00 | 4.27 | 0.58 | 0.00 | 6.53 | 0.98 | 4.80 | 1.48 | 1.52 | 0.02 | 5.15 | 0.00 |
Data as of 03/24/2015, Common starting date is 11/17/1998
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| BRP (Brp Group Inc) |
-52.82%
Sep 2008 – Sep 2011 |
-27.91%
Sep 2006 – Sep 2011 |
-17.72%
Mar 2001 – Mar 2011 |
-0.13%
Dec 1999 – Dec 2014 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| BRP (Brp Group Inc) |
53.30%
Nov 2011 – Nov 2014 |
30.68%
Sep 2002 – Sep 2007 |
3.73%
Sep 2003 – Sep 2013 |
0.92%
Jan 2000 – Jan 2015 |
Annualized Rolling Returns Comparison Chart